+154.4%
U vs MSTU
-90.1%
+244.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.5% |
| 7D | +32.3% | -9.3% | +41.6% | +33.0% |
| 30D | +9.7% | -38.3% | +48.0% | +15.5% |
| 3M | +19.6% | +24.0% | -4.4% | +10.5% |
| 6M | +82.6% | -72.1% | +154.7% | +100.4% |
| YTD | +16.4% | -70.2% | +86.7% | +18.7% |
| 1Y | +28.5% | -89.6% | +118.1% | +50.9% |
| All | +154.4% | -90.1% | +244.4% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling